1999
DOI: 10.1080/03052159908941383
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Constrained Non-Linear Programming: A Minimum Cross-Entropy Algorithm

Abstract: The paper presents an information-theoretic algorithm for solving constrained non-linear programming problems based upon the principle of minimum cross-entropy and surrogate mathematical programming. It is an alternative to the earlier work by Templeman and Li [4-61 based on the maximum entropy principleand so far as the rate ofconvergence of the solution is concerned it is an improvement upon it. The merit of the present technique is illustrated with two numerical examples.

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Cited by 5 publications
(1 citation statement)
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“…They also studied the properties of cross-entropy minimization [21]. In addition to image registration, this measure has been applied to the areas of spectral analysis in Shore [22], image reconstruction in Zhuang et al [23], biochemistry in Yee [24], process control in Alwan et al [25], non-linear programming in Das et al [26], and electron density estimation in Antolin et al [27], among many others.…”
mentioning
confidence: 98%
“…They also studied the properties of cross-entropy minimization [21]. In addition to image registration, this measure has been applied to the areas of spectral analysis in Shore [22], image reconstruction in Zhuang et al [23], biochemistry in Yee [24], process control in Alwan et al [25], non-linear programming in Das et al [26], and electron density estimation in Antolin et al [27], among many others.…”
mentioning
confidence: 98%